Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-12-21 0.216113 0.232404 0.249829 0.269938 0.292613 0.317518 0.347116
2025-12-28 0.196348 0.217959 0.242245 0.271831 0.307276 0.348873 0.402143
2026-01-04 0.184324 0.209701 0.239351 0.277094 0.324680 0.383865 0.465049
2026-01-11 0.171373 0.198587 0.231335 0.274472 0.331129 0.405071 0.512700
2026-01-18 0.163358 0.192451 0.228409 0.277300 0.344059 0.435391 0.576610
2026-01-25 0.152098 0.181258 0.217980 0.269056 0.340802 0.442487 0.607245
2026-02-01 0.142193 0.171060 0.207982 0.260320 0.335634 0.445702 0.631662
2026-02-08 0.135986 0.165217 0.203221 0.258193 0.339395 0.462161 0.679680
2026-02-15 0.133260 0.163723 0.204072 0.263816 0.354820 0.498131 0.767513
2026-02-22 0.128732 0.159512 0.200869 0.263225 0.360545 0.518942 0.831786
2026-03-01 0.124240 0.155095 0.197072 0.261392 0.363996 0.536122 0.892350
2026-03-08 0.119434 0.150003 0.192023 0.257274 0.363289 0.545792 0.939316
2026-03-15 0.114684 0.144883 0.186809 0.252769 0.361894 0.554679 0.988290
2026-03-22 0.112642 0.143469 0.186867 0.256411 0.374490 0.591136 1.110458
2026-03-29 0.111315 0.142988 0.188232 0.262162 0.391245 0.638179 1.275124
2026-04-05 0.108043 0.139550 0.184984 0.260185 0.393953 0.657223 1.372445
2026-04-12 0.106209 0.138119 0.184680 0.262999 0.405651 0.696955 1.545606
2026-04-19 0.101959 0.132972 0.178453 0.255479 0.397216 0.691355 1.575694
2026-04-26 0.097821 0.127867 0.172105 0.247439 0.387205 0.681074 1.587910
2026-05-03 0.095355 0.125173 0.169399 0.245489 0.388848 0.697866 1.700998
2026-05-10 0.094682 0.125124 0.170808 0.250704 0.405044 0.751702 1.979767
2026-05-17 0.092760 0.123115 0.169016 0.250161 0.409531 0.777600 2.164832
2026-05-24 0.090688 0.120811 0.166660 0.248467 0.411472 0.797330 2.336650